Clearing Windows Media Player history???

[rcknrbn]

When I click on a video to view (not actually downloading and saving to the hard drive), anyone who comes behind me sees the prior video.

I usually delete temp. internet files, clear history, etc. Just yesterday, someone mentioned going to (Windows Media Player) Tools - Options - Privacy and then clear history and clear cache. Is this the best way to get rid of them?

Reason I ask is that I got busted big time the other day. Had to blame it on the dog! Danged mutt can't keep his paws off the keyboard.

Thanks!